spCP | R Documentation |
spCP
is a Markov chain Monte Carlo (MCMC) sampler for a spatially varying change point
model with spatially varying slopes, intercepts, and unique variances at each spatial-temporal
location. The model is implemented using a Bayesian hierarchical framework.
spCP( Y, DM, W, Time, Starting = NULL, Hypers = NULL, Tuning = NULL, MCMC = NULL, Family = "tobit", Weights = "continuous", Distance = "circumference", Rho = 0.99, ScaleY = 10, ScaleDM = 100, Seed = 54 )
Y |
An |
DM |
An |
W |
An |
Time |
A |
Starting |
Either When |
Hypers |
Either When
|
Tuning |
Either When |
MCMC |
Either
|
Family |
Character string indicating the distribution of the observed data. Options
include: |
Weights |
Character string indicating the type of weight used. Options include:
|
Distance |
Character string indicating the distance metric for computing the
dissimilarity metric. Options include: |
Rho |
A scalar in |
ScaleY |
A positive scalar used for scaling the observed data, |
ScaleDM |
A positive scalar used for scaling the dissimilarity metric distances,
|
Seed |
An integer value used to set the seed for the random number generator (default = 54). |
Details of the underlying statistical model proposed by proposed by Berchuck et al. 2018. are forthcoming.
spCP
returns a list containing the following objects
beta0
NKeep x M
matrix
of posterior samples for beta0
.
The s-th column contains posterior samples from the the s-th location.
beta1
NKeep x M
matrix
of posterior samples for beta1
.
The s-th column contains posterior samples from the the s-th location.
lambda0
NKeep x M
matrix
of posterior samples for lambda0
.
The s-th column contains posterior samples from the the s-th location.
lambda1
NKeep x M
matrix
of posterior samples for lambda1
.
The s-th column contains posterior samples from the the s-th location.
eta
NKeep x M
matrix
of posterior samples for eta
.
The s-th column contains posterior samples from the the s-th location.
theta
NKeep x M
matrix
of posterior samples for theta
.
The s-th column contains posterior samples from the the s-th location.
delta
NKeep x 5
matrix
of posterior samples for delta
.
The columns have names that describe the samples within them.
sigma
NKeep x 15
matrix
of posterior samples for Sigma
. The
columns have names that describe the samples within them. The row is listed first, e.g.,
Sigma32
refers to the entry in row 3
, column 2
.
alpha
NKeep x 1
matrix
of posterior samples for Alpha
.
metropolis
(3 * M + 1) x 3
matrix
of metropolis
acceptance rates, updated tuners, and original tuners that result from the pilot
adaptation. The first M
correspond to the Lambda0Vec
parameters,
the next M
correspond to the Lambda1Vec
, the next M
correspond
to the EtaVec
parameters and the last row give the Alpha
values.
runtime
A character
string giving the runtime of the MCMC sampler.
datobj
A list
of data objects that are used in future spCP
functions
and should be ignored by the user.
dataug
A list
of data augmentation objects that are used in future
spCP
functions and should be ignored by the user.
Samuel I. Berchuck sib2@duke.edu
Reference for Berchuck et al. 2018 is forthcoming.
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